Long-term behavior of stochastic interest rate models with jumps and memory Fulltext Access 7 Pages 2013
Application of data clustering and machine learning in variable annuity valuation Fulltext Access 7 Pages 2013
Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting Fulltext Access 7 Pages 2013
Challenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model Fulltext Access 7 Pages 2013
Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims Fulltext Access 7 Pages 2013
Solving matrix effect, spectral interferences and nonlinearity by generalized standard addition method coupled with radial basis functions-partial least squares: Application to simultaneous determination of drugs in urine Fulltext Access 7 Pages 2013
Estimation for multivariate stable distributions with generalized empirical likelihood Fulltext Access 7 Pages 2013
Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments Fulltext Access 7 Pages 2013
An almost sure limit theorem for the maxima of smooth stationary Gaussian processes Fulltext Access 7 Pages 2013
Conditional tests for homogeneity of zero-inflated Poisson and Poisson-hurdle distributions Fulltext Access 8 Pages 2013
Exact simultaneous confidence intervals for a finite set of contrasts of three, four or five generally correlated normal means Fulltext Access 8 Pages 2013
Robust estimation for panel count data with informative observation times Fulltext Access 8 Pages 2013
Identification of first-price auctions with non-separable unobserved heterogeneity Fulltext Access 8 Pages 2013
On conjugate families and Jeffreys priors for von Mises-Fisher distributions Fulltext Access 8 Pages 2013
Lifetime dependence modelling using a truncated multivariate gamma distribution Fulltext Access 8 Pages 2013
The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model Fulltext Access 8 Pages 2013
A note on the stochastic properties of a scale change random effects model Fulltext Access 8 Pages 2013
â1-deficiency of the sample quantile estimator with respect to a kernel quantile estimator Fulltext Access 8 Pages 2013
Tail conditional expectation for multivariate distributions: A game theory approach Fulltext Access 8 Pages 2013
Precise large deviations of aggregate claims in a risk model with regression-type size-dependence Fulltext Access 8 Pages 2013
On the maximal domain of attraction of Tracy-Widom distribution for Gaussian unitary ensembles Fulltext Access 8 Pages 2013
A new immunization inequality for random streams of assets, liabilities and interest rates Fulltext Access 8 Pages 2013
Bootstrap based confidence limits in principal component analysis - A case study Fulltext Access 9 Pages 2013
Biomechanical and psychosocial occupational exposures: Joint predictors of post-retirement functional health in the French GAZEL cohort Fulltext Access 9 Pages 2013
Asymptotic behavior of the maximum from distributions subject to trends in location and scale Fulltext Access 9 Pages 2013
Likelihood inference in generalized linear mixed measurement error models Fulltext Access 9 Pages 2013
Rationale of underwriters' pricing conduct on competitive insurance market Fulltext Access 9 Pages 2013
Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order Fulltext Access 9 Pages 2013
Optimal dividend problem with a nonlinear regular-singular stochastic control Fulltext Access 9 Pages 2013
Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity Fulltext Access 9 Pages 2013
The determinants of mortality heterogeneity and implications for pricing annuities Fulltext Access 9 Pages 2013
Material deprivation or minimal education? Social class and crime in an egalitarian welfare state Fulltext Access 10 Pages 2013
Finite-sample exact tests for linear regressions with bounded dependent variables Fulltext Access 10 Pages 2013
Approximations of the tail probability of the product of dependent extremal random variables and applications Fulltext Access 10 Pages 2013
Consistent dynamic affine mortality models for longevity risk applications Fulltext Access 10 Pages 2013
Longevity bond pricing under stochastic interest rate and mortality with regime-switching Fulltext Access 10 Pages 2013
A local limit theorem for densities of the additive component of a finite Markov Additive Process Fulltext Access 10 Pages 2013
Improved lower bounds on the total variation distance for the Poisson approximation Fulltext Access 10 Pages 2013
Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process Fulltext Access 10 Pages 2013
Pricing inflation-linked variable annuities under stochastic interest rates Fulltext Access 10 Pages 2013
Comparison of five iterative imputation methods for multivariate classification Fulltext Access 10 Pages 2013
Claims reserving in the hierarchical generalized linear model framework Fulltext Access 10 Pages 2013
On loss functions and ranking forecasting performances of multivariate volatility models Fulltext Access 10 Pages 2013
Calibration transfer in model based analysis of second order consecutive reactions Fulltext Access 10 Pages 2013
The connection between distortion risk measures and ordered weighted averaging operators Fulltext Access 10 Pages 2013
A hyper-Poisson regression model for overdispersed and underdispersed count data Fulltext Access 10 Pages 2013
Ordinally equivalent data: A measurement-theoretic look at formal concept analysis of fuzzy attributes Fulltext Access 11 Pages 2013
Fuzzy probabilistic rough set model on two universes and its applications Fulltext Access 11 Pages 2013
On a mixture representation of the conditional inactivity time of a coherent system Fulltext Access 11 Pages 2013
Moving average stochastic volatility models with application to inflation forecast Fulltext Access 11 Pages 2013
Normality testing for a long-memory sequence using the empirical moment generating function Fulltext Access 11 Pages 2013
Quantitative structure-property relationship study of spectral properties of green fluorescent protein with support vector machine Fulltext Access 11 Pages 2013
Variational Bayesian inference for the Latent Position Cluster Model for network data Fulltext Access 11 Pages 2013
Adolescent behavior and achievement, social capital, and the timing of geographic mobility Fulltext Access 11 Pages 2013
The long reach of childhood. Childhood experiences influence close relationships and loneliness across life Fulltext Access 11 Pages 2013